Featuring a stellar line-up of industry thought leaders, Operational Risk Asia will reflect the ebb and flow of industry trends and delve deep into everything from next-generation ORM and GRC to adapâ¦

Join IBM for a gathering of senior risk and compliance executives to explore what strategies financial institutions are using to manage risk, improve processes and outcomes and meet regulatory and coâ¦

Come and learn how to optimise your balance sheet and implement and improve ALM strategies whilst focusing on the changing regulatory environment. Sessions will include insight on FTP and liquidity râ¦

Being recognised at the Hedge Funds Review European Performance Awards 2018 is the high point of any single manager or fund of hedge fund operating in Europe. The awards are recognised as the most prâ¦

This white paper discusses the steps to enabling full compliance with current regulations in Asia-Pacific. It further examines the challenges associated with new regulations and establishing a robustâ¦

Fed economists float new way to project op risk losses

Researchers suggest combining firm’s size with loss history to best predict losses under CCAR

Companies should look at their size and past loss experience in tandem to get the most accurate projection of operational risk losses under stress conditions, three US Federal Reserve economists have proposed.

In a paper submitted for publication in the Journal of Operational Risk, the researchers – Marco Migueis, Filippo Curti and Robert Stewart – constructed new benchmarks to forecast op risk losses under stress scenarios. The views in the paper are those of the authors and do not represent